Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.611 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49217.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45156.26 Kr¶

PnL: ---------------------------------------> 100.26 Kr¶

DD now: ---------------------------------> -7.347 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 13:59:37.970994'

Anic Portfolio¶

Today¶

Return: -1.007 %¶

This Week¶

Return: -0.173 %¶

Total portfolio value¶

Return including deposits: 61.126 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.150000 1665.180000 196.180000 13.350000 1468.999998
Orrön Energy 180 -1.510000 2169.000000 126.000000 6.170000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.520000 1022.000000 42.000000 4.290000 980.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hexatronic Group 12 0.100000 1002.720000 35.720000 3.690000 966.999996
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
Platzer Fastigheter Holding B 12 -3.060000 988.800000 27.800000 2.890000 960.999996
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
OX2 13 2.040000 974.350000 24.350000 2.560000 949.999999
Bilia A 8 -0.170000 914.400000 14.400000 1.600000 900.000000
VEF 909 -2.380000 1863.450000 13.450000 0.730000 1850.000436
Biotage 7 -0.440000 953.400000 12.400000 1.320000 940.999997
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
BioGaia B 8 -1.850000 932.800000 2.800000 0.300000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Gränges 9 -1.720000 926.100000 -1.900000 -0.200000 927.999999
Clas Ohlson B 12 -1.340000 970.800000 -2.200000 -0.230000 972.999996
Byggmax Group 33 -2.170000 952.380000 -3.620000 -0.380000 956.000001
ASSA ABLOY B 3 -1.150000 770.700000 -8.300000 -1.070000 779.000001
EQT 4 -1.670000 822.400000 -9.600000 -1.150000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
Addnode Group B 11 -0.490000 897.600000 -23.400000 -2.540000 921.000003
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -0.650000 912.250000 -27.750000 -2.950000 940.000000
Indutrade 5 -1.050000 1177.500000 -40.500000 -3.330000 1218.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Latour B 4 -1.320000 805.200000 -51.800000 -6.040000 857.000000
Bufab 3 -0.860000 1041.600000 -67.400000 -6.080000 1109.000001
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
Hexagon B 26 -2.120000 3360.500000 -100.500000 -2.900000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45164.070000 108.070000 -7.33192% 45056.000411

Updated:¶

'2023-07-05 13:57:43.521357'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶